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<table width="100%" summary="page for VaR.norm.plots {VaR}"><tr><td>VaR.norm.plots {VaR}</td><td align="right">R Documentation</td></tr></table>
<h2>Diagnostic Plots for VaR Calculation in Lognormal Approximation</h2>


<h3>Description</h3>

<p>
This function produces some diagnostic plots for VaR calculation in lognormal 
approximation.
</p>


<h3>Usage</h3>

<pre>
VaR.norm.plots(z)
</pre>


<h3>Arguments</h3>

<table summary="R argblock">
<tr valign="top"><td><code>z</code></td>
<td>
An object returned by <code>VaR.norm()</code> function </td></tr>
</table>

<h3>Details</h3>

<p>
Returns plots of daily log return and of daily log return histogram with
the best fit provided by <code>VaR.norm()</code>.
</p>


<h3>Author(s)</h3>

<p>
T. Daniyarov
</p>


<h3>See Also</h3>

<p>
<code><a href="VaR.norm.html">VaR.norm</a></code>
</p>


<h3>Examples</h3>

<pre>
data(exchange.rates)
attach(exchange.rates)
y &lt;- USDJPY[!is.na(USDJPY)]
z &lt;- VaR.norm(y)
VaR.norm.plots(z)
detach(exchange.rates)
</pre>



<hr><div align="center">[Package <em>VaR</em> version 0.2 <a href="00Index.html">Index</a>]</div>

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